Share price$2.18
1D-10.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T01:13:00.864Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-23T00:00:01.537758182Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1.46 | 354.3% | 50.2% | |||
| 25Δ | 8.81 | 400.3% | 314.8% | 1.71 | 315.0% | 42.1% |
| 30Δ | 5.77 | 328.5% | 176.1% | 1.95 | 275.7% | 34.0% |
| 35Δ | 4.88 | 331.0% | 138.1% | 2.25 | 278.0% | 30.1% |
| 40Δ | 4.29 | 318.9% | 113.5% | 2.56 | 290.6% | 27.2% |
| 45Δ | 3.71 | 306.8% | 89.0% | 2.86 | 303.2% | 24.4% |
| 50Δ | 3.12 | 294.7% | 64.5% | 3.13 | 301.5% | 21.4% |
| 55Δ | 2.79 | 290.8% | 52.3% | 3.36 | 288.5% | 18.3% |
| 60Δ | 2.52 | 289.1% | 43.4% | 3.58 | 275.4% | 15.1% |
| 65Δ | 2.25 | 287.4% | 34.4% | 3.81 | 262.4% | 12.0% |
| 70Δ | 1.99 | 284.8% | 25.8% | 4.04 | 249.1% | 9.1% |
| 75Δ | 1.78 | 271.0% | 20.9% | 4.29 | 234.6% | 7.1% |
| 80Δ | 1.58 | 257.2% | 16.0% | 4.53 | 220.2% | 5.1% |
No recorded observations